+149.5%
URI vs TECK
+74.1%
+75.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.8% |
| 7D | +6.7% | -0.4% | +7.2% | +6.9% |
| 30D | +8.9% | -7.1% | +16.0% | +11.2% |
| 3M | +0.5% | -5.5% | +6.0% | +1.9% |
| 6M | +20.7% | -9.7% | +30.4% | +22.9% |
| YTD | +40.0% | +26.3% | +13.8% | +25.7% |
| 1Y | +34.4% | +44.4% | -10.0% | +14.7% |
| 3Y | +149.5% | +70.1% | +79.4% | +83.7% |
| All | +149.5% | +74.1% | +75.4% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling